Strong law of large numbers of Pettis-integrable multifunctions (Q2337139)
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English | Strong law of large numbers of Pettis-integrable multifunctions |
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Strong law of large numbers of Pettis-integrable multifunctions (English)
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19 November 2019
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Summary: Using reversed martingale techniques, we prove the strong law of large numbres for independent Pettis-integrable multifunctions with convex weakly compact values in a Banach space. The Mosco convergence of reversed Pettis-integrable martingale of the form \((E^{\mathfrak{B}_n} X)_{n \geq 1}\), where \((\mathfrak{B}_n)_{n \geq 1}\) is a decreasing sequence of the sub \(\sigma\)-algebra of \(\mathfrak{F}\) is provided.
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independent Pettis-integrable multifunctions
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Pettis-integrable martingale
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